A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Data application developers and data scientists spend an inordinate amount of time iterating on machine learning (ML) workflows -- by modifying the data pre-processing, model training, and post-processing steps -- via trial-and-error to achieve the desired model performance. Existing work on accelerating machine learni…
We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint or penalization is considered, and generalization is achieved by (early) stoppin…
The paper challenges the belief that more inner iterations at test time improve performance in implicit deep learning.
problem The performance improvement of implicit deep learning models with increased inner iterations at test time.
method Theoretical analysis of a simple setting, validation on implicit deep learning problems.
result Overparametrization plays a key role; increasing the number of iterations at test time does not improve performance for overparametrized networks.
An important result from psycholinguistics (Griffiths & Kalish, 2005) states that no language can be learned iteratively by rational agents in a self-sustaining manner. We show how to modify the learning process slightly in order to achieve self-sustainability. Our work is in two parts. First, we characterize iterated …
In this paper, we propose an end-to-end graph learning framework, namely Deep Iterative and Adaptive Learning for Graph Neural Networks (DIAL-GNN), for jointly learning the graph structure and graph embeddings simultaneously. We first cast the graph structure learning problem as a similarity metric learning problem and…
Machine learning workflow development is anecdotally regarded to be an iterative process of trial-and-error with humans-in-the-loop. However, we are not aware of quantitative evidence corroborating this popular belief. A quantitative characterization of iteration can serve as a benchmark for machine learning workflow d…
Approximate dynamic programming algorithms, such as approximate value iteration, have been successfully applied to many complex reinforcement learning tasks, and a better approximate dynamic programming algorithm is expected to further extend the applicability of reinforcement learning to various tasks. In this paper w…
We propose and analyze a new type of stochastic first order method: gradient descent with compressed iterates (GDCI). GDCI in each iteration first compresses the current iterate using a lossy randomized compression technique, and subsequently takes a gradient step. This method is a distillation of a key ingredient in t…
XLVINs improve data efficiency in implicit planning by leveraging latent space.
problem Improving data efficiency in implicit planning algorithms.
method XLVINs use a high-dimensional latent space to perform planning computations, breaking the algorithmic bottleneck.
result XLVINs significantly improve data efficiency across various settings compared to value iteration-based implicit planners and model-free baselines.
Minimax optimal convergence rates for classes of stochastic convex optimization problems are well characterized, where the majority of results utilize iterate averaged stochastic gradient descent (SGD) with polynomially decaying step sizes. In contrast, SGD's final iterate behavior has received much less attention desp…
The big data trend has inspired feature-driven learning tasks, which cannot be handled by conventional machine learning models. Unstructured data produces very large binary matrices with millions of columns when converted to vector form. However, such data is often sparse, and hence can be manageable through the use of…
We adapt the optimization's concept of momentum to reinforcement learning. Seeing the state-action value functions as an analog to the gradients in optimization, we interpret momentum as an average of consecutive q-functions. We derive Momentum Value Iteration (MoVI), a variation of Value Iteration that incorporates …
Solving inverse problems with iterative algorithms is popular, especially for large data. Due to time constraints, the number of possible iterations is usually limited, potentially affecting the achievable accuracy. Given an error one is willing to tolerate, an important question is whether it is possible to modify the…
Local Linear embedding (LLE) is a popular dimension reduction method. In this paper, we first show LLE with nonnegative constraint is equivalent to the widely used Laplacian embedding. We further propose to iterate the two steps in LLE repeatedly to improve the results. Thirdly, we relax the kNN constraint of LLE and p…
Robust reinforcement learning aims to produce policies that have strong guarantees even in the face of environments/transition models whose parameters have strong uncertainty. Existing work uses value-based methods and the usual primitive action setting. In this paper, we propose robust methods for learning temporally …
Within a statistical learning setting, we propose and study an iterative regularization algorithm for least squares defined by an incremental gradient method. In particular, we show that, if all other parameters are fixed a priori, the number of passes over the data (epochs) acts as a regularization parameter, and prov…